If an user watches some pages, the change email is sent from: "User Name (Confluence) <admin@...>". If this user replies to the sent email, he sends his response to the site administrator instead of the original user.

It would be better if a "reply-to" header where added.
Just bring this feature in line with the "share" feature where the reply-to header works well.

In case of the "changes in the last 24h" might be improved with an additional "anonymous reply-to" configuration field. (But this special case is not as important, because users dont expect that replying to "anonymous" would be received by someone.)